PyPortfolioOpt
PyPortfolioOpt copied to clipboard
Feature request: Equalizer
Is your feature request related to a problem? It plots the portfolio contra each of its components, to demonstrate how portfolio reduces variance
Describe the feature you'd like
- It charts each asset's annual returns, and then overlays itself with the portfolio's annual returns.
- It hints at maximum and minimum variance of the portfolio against individual assets crossing the line
- extreme outliers can be excluded from the visualization
Additional context Similar idea from PortfolioCharts